+453.5%
FSLR vs BIIB
-26.8%
+480.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.7% |
| 7D | -0.1% | -4.0% | +3.9% | +0.4% |
| 30D | -14.0% | +5.7% | -19.7% | -14.7% |
| 3M | -16.9% | +10.9% | -27.8% | -18.4% |
| 6M | +4.7% | +14.3% | -9.6% | +2.2% |
| YTD | -20.7% | +22.4% | -43.1% | -23.7% |
| 1Y | +1.7% | +51.1% | -49.4% | -5.4% |
| 3Y | +13.1% | -16.8% | +29.9% | +13.7% |
| 5Y | +108.4% | -28.1% | +136.5% | +109.8% |
| All | +453.5% | -26.8% | +480.2% | +420.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling